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BBH vs. ARKG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBH and ARKG is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

BBH vs. ARKG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Biotech ETF (BBH) and ARK Genomic Revolution Multi-Sector ETF (ARKG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BBH:

-0.72

ARKG:

-0.46

Sortino Ratio

BBH:

-0.80

ARKG:

-0.18

Omega Ratio

BBH:

0.90

ARKG:

0.98

Calmar Ratio

BBH:

-0.39

ARKG:

-0.18

Martin Ratio

BBH:

-1.45

ARKG:

-1.03

Ulcer Index

BBH:

9.57%

ARKG:

14.70%

Daily Std Dev

BBH:

20.99%

ARKG:

46.36%

Max Drawdown

BBH:

-72.69%

ARKG:

-83.59%

Current Drawdown

BBH:

-35.26%

ARKG:

-81.09%

Returns By Period

The year-to-date returns for both investments are quite close, with BBH having a -10.66% return and ARKG slightly higher at -10.26%. Over the past 10 years, BBH has outperformed ARKG with an annualized return of 1.01%, while ARKG has yielded a comparatively lower -0.04% annualized return.


BBH

YTD

-10.66%

1M

-5.64%

6M

-16.51%

1Y

-15.05%

5Y*

-1.88%

10Y*

1.01%

ARKG

YTD

-10.26%

1M

-1.03%

6M

-17.62%

1Y

-20.98%

5Y*

-13.80%

10Y*

-0.04%

*Annualized

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BBH vs. ARKG - Expense Ratio Comparison

BBH has a 0.35% expense ratio, which is lower than ARKG's 0.75% expense ratio.


Risk-Adjusted Performance

BBH vs. ARKG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBH
The Risk-Adjusted Performance Rank of BBH is 22
Overall Rank
The Sharpe Ratio Rank of BBH is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of BBH is 22
Sortino Ratio Rank
The Omega Ratio Rank of BBH is 22
Omega Ratio Rank
The Calmar Ratio Rank of BBH is 33
Calmar Ratio Rank
The Martin Ratio Rank of BBH is 11
Martin Ratio Rank

ARKG
The Risk-Adjusted Performance Rank of ARKG is 77
Overall Rank
The Sharpe Ratio Rank of ARKG is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKG is 99
Sortino Ratio Rank
The Omega Ratio Rank of ARKG is 99
Omega Ratio Rank
The Calmar Ratio Rank of ARKG is 88
Calmar Ratio Rank
The Martin Ratio Rank of ARKG is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BBH vs. ARKG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Biotech ETF (BBH) and ARK Genomic Revolution Multi-Sector ETF (ARKG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current BBH Sharpe Ratio is -0.72, which is lower than the ARKG Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of BBH and ARKG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BBH vs. ARKG - Dividend Comparison

BBH's dividend yield for the trailing twelve months is around 0.89%, while ARKG has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
BBH
VanEck Vectors Biotech ETF
0.89%0.80%0.43%0.47%0.21%0.36%0.34%0.50%0.55%0.30%0.27%
ARKG
ARK Genomic Revolution Multi-Sector ETF
0.00%0.00%0.00%0.00%0.62%0.85%3.14%1.94%1.34%0.00%0.00%

Drawdowns

BBH vs. ARKG - Drawdown Comparison

The maximum BBH drawdown since its inception was -72.69%, smaller than the maximum ARKG drawdown of -83.59%. Use the drawdown chart below to compare losses from any high point for BBH and ARKG. For additional features, visit the drawdowns tool.


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Volatility

BBH vs. ARKG - Volatility Comparison

The current volatility for VanEck Vectors Biotech ETF (BBH) is 9.45%, while ARK Genomic Revolution Multi-Sector ETF (ARKG) has a volatility of 14.22%. This indicates that BBH experiences smaller price fluctuations and is considered to be less risky than ARKG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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